-63.4%
PINS vs IR
+45.6%
-109.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.8% |
| 7D | -12.0% | -2.8% | -9.2% | -10.8% |
| 30D | -12.7% | -15.1% | +2.5% | -5.3% |
| 3M | -5.5% | +6.1% | -11.6% | -9.4% |
| 6M | +5.3% | -16.8% | +22.1% | +13.6% |
| YTD | -21.2% | -3.5% | -17.7% | -24.3% |
| 1Y | -45.0% | -3.5% | -41.6% | -47.7% |
| 3Y | -26.2% | +9.5% | -35.7% | -40.2% |
| All | -63.4% | +45.6% | -109.0% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling